lambda2gcv: Compute GCV Criterion

In fda: Functional Data Analysis

Description

The generalized cross-validation or GCV criterion is often used to select an appropriate smoothing parameter value, by finding the smoothing parameter that minimizes GCV. This function locates that value.

Usage

  lambda2gcv(log10lambda, argvals, y, fdParobj, wtvec=rep(1,length(argvals)))

Arguments

log10lambda	the logarithm (base 10) of the smoothing parameter
argvals	a vector of argument values.
y	the data to be smoothed.
fdParobj	a functional parameter object defining the smooth.
wtvec	a weight vector used in the smoothing.

Details

Currently, lambda2gcv

Value

1. fdParobj[['lambda']] <- 10^log10lambda

2. smoothlist <- smooth.basks(argvals, y, fdParobj, wtvec)

3. return(smoothlist[['gcv']])

See Also

smooth.basis fdPar

fda documentation built on May 2, 2019, 5:12 p.m.